Inverse problem for time-series valued computer model via scalarization

2016/05/31 by Pritam Ranjan, Mark R. Thomas, Ranjan, Pritam +5
Computer Science · Engineering · #Advanced Multi-Objective Optimization Algorithms #Applications (stat.AP) #Computation (stat.CO) #Control Systems and Identification #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Methodology (stat.ME)

paper · pdf · doi:10.48550/arxiv.1605.09503

openalex publication_date 2016/05/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For an expensive to evaluate computer simulator, even the estimate of the overall surface can be a challenging problem. In this paper, we focus on the estimation of the inverse solution, i.e., to find the set(s) of input combinations of the simulator that generates (or gives good approximation of) a pre-determined simulator output. Ranjan et al. (2008) proposed an expected improvement criterion under a sequential design framework for the inverse problem with a scalar valued simulator. In this paper, we focus on the inverse problem for a time-series valued simulator. We have used a few simulated and two real examples for performance comparison.

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